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******"Macroprudential Regulation, Quantitative Easing, and Bank Lending"*******
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global y "lncdisbur_w199"
global regcommands ", pool(5) compact absorb(bankid borrowerid#time) vce(cluster bankid)"

clear *
**# Bookmark (input)
import sas ENTE_SEGN CENSITO_CRITTOG TIME DISBUR COM COMUNE_DIP using $inputdirectory/bloans2019, case(lower)
run RO_creditregister tm(2019m2) tm(2020m2) 0
keep bankid borrowerid time disbur

**# Bookmark (input)
merge m:1 bankid using $inputdirectory/INB_gru2019, keepus(gru)
keep if _merge!=2
drop _merge
replace gru=bankid if gru==.
drop bankid
rename gru bankid
collapse (sum) disbur, by(bankid borrowerid time)

**# Bookmark (input)
merge m:1 bankid using $inputdirectory/INB_preann2019m8, keepus(exlnassets excashas ext1r)
keep if _merge==3
drop _merge

**# Bookmark (input)
merge m:1 bankid time using $inputdirectory/INB_refinm2019, keepus(lncrefin)
keep if _merge!=2
drop _merge

egen id=group(bankid borrowerid)
xtset id time
gen lncdisbur=100*(ln(disbur)-ln(L.disbur))
keep if time>=tm(2019m3)&time<=tm(2020m2)
winsor2 lncdisbur if lncdisbur!=., suffix(_w199) cuts(1 99)

**# Bookmark (input)
merge m:1 bankid time using $inputdirectory/INB_CGP322019, keepus(cgasover)
keep if _merge!=2
drop _merge
recode cgasover (.=0)

**# Bookmark (input)
merge m:1 bankid time using $inputdirectory/INB_TP22019, keepus(tradingover)
keep if _merge!=2
drop _merge
recode tradingover (.=0)
rename tradingover tradingoverAFS

**# Bookmark (input)
merge m:1 bankid time using $inputdirectory/INB_TP32019, keepus(tradingover)
keep if _merge!=2
drop _merge
recode tradingover (.=0)
rename tradingover tradingoverTB

**# Bookmark (input)
merge m:1 bankid time using $inputdirectory/INB_TP32ALL2019, keepus(tradingover)
keep if _merge!=2
drop _merge
recode tradingover (.=0)
rename tradingover tradingoverALL

**# Bookmark (input)
merge m:1 bankid time using $inputdirectory/INB_TP322019, keepus(tradingover)
keep if _merge!=2
drop _merge
recode tradingover (.=0)
rename tradingover tradingoverAFSTB

gen bcapacityover=cgasover/(ext1r/100)

run RO_tdummies 2019 1
run RO_tdintera 1 "exlnassets excashas cgasover bcapacityover tradingoverAFS tradingoverTB tradingoverALL tradingoverAFSTB"

**# Bookmark (output - columns 1-2-3-4)
cd $outputdirectory
est clear
reghdfe $y dT7cgasover dT7tradingoverAFS dT7exlnassets dT7excashas lncrefin $regcommands
est save TABIIID_C1234
reghdfe $y dT7cgasover dT7tradingoverTB dT7exlnassets dT7excashas lncrefin $regcommands
est save TABIIID_C1234, append
reghdfe $y dT7cgasover dT7tradingoverALL dT7exlnassets dT7excashas lncrefin $regcommands
est save TABIIID_C1234, append
reghdfe $y dT7bcapacityover dT7tradingoverAFSTB dT7exlnassets dT7excashas lncrefin $regcommands
est save TABIIID_C1234, append
cd ..


